Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47391.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45993.62 Kr¶

PnL: ---------------------------------------> -894.95 Kr¶

DD now: ---------------------------------> -2.546 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:35:37.021157'

Anic Portfolio¶

Today¶

Return: 0.173 %¶

This Week¶

Return: -1.088 %¶

Total¶

Return: 55.148 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -0.460000 787.200000 114.200000 16.970000 673.000000
SAAB B 8 -0.070000 3440.800000 63.800000 1.890000 3377.000000
Nordea Bank Abp 29 0.750000 3509.580000 55.580000 1.610000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.850000 393.100000 38.100000 10.730000 355.000000
Resurs Holding 22 1.440000 602.360000 28.360000 4.940000 573.999998
Intrum 4 1.400000 552.400000 25.400000 4.820000 527.000000
Boozt 12 0.430000 1678.800000 24.800000 1.500000 1653.999996
Corem Property Group B 59 0.100000 599.440000 22.440000 3.890000 576.999999
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Swedbank A 3 0.730000 580.050000 16.050000 2.850000 564.000000
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 1.480000 584.640000 14.640000 2.570000 570.000000
OEM International B 7 -0.770000 541.800000 13.800000 2.610000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
CTEK 13 -3.530000 511.940000 -22.060000 -4.130000 533.999999
Essity B 2 -0.400000 547.000000 -27.000000 -4.700000 574.000000
Essity A 4 0.000000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 1.080000 1433.700000 -230.300000 -13.840000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 45993.620000 -894.950000 -2.54634% 46888.564618

Updated:¶

'2023-01-27 11:35:50.067395'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶